Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,84% | 1,10 CHF | 1,11 CHF | 515 400 | 515 400 | 515 400 | 515 400 | 610 724 CHF | 615 878 CHF | 100,00% | 100,00% |
19/11/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 476 700 | 476 700 | 476 700 | 476 700 | 517 192 CHF | 521 958 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 481 300 | 481 300 | 481 300 | 481 300 | 592 061 CHF | 596 874 CHF | 98,93% | 98,93% |
15/11/2024 | 0,76% | 1,25 CHF | 1,26 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 591 348 CHF | 595 848 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 1,36 CHF | 1,37 CHF | 513 800 | 513 800 | 513 800 | 513 800 | 668 946 CHF | 674 084 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 505 200 | 505 200 | 505 200 | 505 200 | 587 314 CHF | 592 366 CHF | 99,46% | 99,46% |
12/11/2024 | 0,69% | 1,17 CHF | 1,18 CHF | 350 900 | 350 900 | 350 900 | 350 900 | 512 507 CHF | 516 016 CHF | 100,00% | 100,00% |
11/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 395 800 | 395 800 | 395 717 | 395 717 | 698 280 CHF | 702 238 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 1,55 CHF | 1,56 CHF | 343 800 | 343 800 | 343 800 | 343 800 | 558 946 CHF | 562 384 CHF | 99,87% | 99,87% |
07/11/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 371 900 | 371 900 | 371 900 | 371 900 | 657 245 CHF | 660 964 CHF | 99,68% | 99,68% |